-48.1%
BABA vs TE
-49.8%
+1.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.6% |
| 7D | -2.2% | +15.0% | -17.1% | -3.7% |
| 30D | -17.3% | -7.5% | -9.8% | -16.9% |
| 3M | -7.8% | -42.0% | +34.2% | -4.0% |
| 6M | -16.8% | -31.4% | +14.7% | -17.1% |
| YTD | -24.7% | -26.5% | +1.8% | -26.4% |
| 1Y | -24.9% | +153.1% | -178.0% | -39.4% |
| 3Y | +29.1% | -20.7% | +49.8% | +14.7% |
| 5Y | -30.5% | -45.4% | +14.9% | -37.5% |
| All | -48.1% | -49.8% | +1.7% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling